+290.5%
GME vs RUN
+42.2%
+248.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +10.4% | -3.7% | +14.1% | +11.0% |
| 30D | +14.1% | -13.0% | +27.1% | +16.7% |
| 3M | -4.6% | -31.8% | +27.1% | +1.1% |
| 6M | -13.5% | -32.2% | +18.7% | -9.4% |
| YTD | +5.3% | -53.5% | +58.8% | +15.3% |
| 1Y | -14.9% | -46.5% | +31.6% | -10.9% |
| 3Y | +24.3% | -37.6% | +61.9% | +1.3% |
| 5Y | -55.6% | -80.9% | +25.3% | -57.7% |
| All | +290.5% | +42.2% | +248.3% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling